If you have more than one project open (in a workspace), you can activate the one you want to work with, but all the already open files will stay open in the editor window. This means that if two (or more) projects both have files with the same name ("main.cpp", springs to mind...), you will have to distinguish which file belongs to which project manually, either by recognizing the content, by remembering the tab position at the top of the editor window, or double-clicking the file in the project-pane.
Would it be possible to have an option that automatically closes files from the inactive projects when you activate a project, and re-opens the (last used) files from the project that is being activated? The best way to solve this is perhaps to add a new right-click option, something like "Switch to project" perhaps?